"Sorry, I can't do that. I have no ranks in diplomacy."
This is bad, but I think it's more of a problem when the DM doesn't accept good social rolls (with good roleplay). As in, we got into a ancient portal and ended up in Evermeet (in FR), and got caught by grim faced elves. I was a ½ Elven Cleric, with my Aasimar Cavalier friend, so we didn't look like enemies. We also were about 15th level, so we looked like we could do some real damage. We also had great diplomacy scores, and rolled them when they ordered us to get in our underwear and give them all our stuff so we could get in prison. We both rolled between 25-30, asking them to be friendlier (trying to keep our gear), but the DM said:
"Sorry, the law's the law, and these won't be fooled by your speech."
LAW? They're elves! And probably 1st level warriors at that, so why can't a 30 diplomacy check change their mind?